DocumentCode
2738485
Title
Information Analysis in Joint Problem of Continuous-Discrete Filtering, Interpolation and Extrapolation with Memory Observations
Author
Dyomin, N. ; Rozhkova, S.
Author_Institution
Tomsk State Univ., Tomsk
fYear
2007
fDate
5-7 Sept. 2007
Firstpage
349
Lastpage
349
Abstract
This paper considers an information aspect of the joint filtering, interpolation and extrapolation problem, when the output of observation channels is the set of realizations of the processes with continuous and discrete time, which depends on both the current and the past values of unobservable process. The expressions, defined time evolution of Shannon information amounts, are obtained and the solution structure is researched.
Keywords
continuous systems; discrete time filters; extrapolation; filtering theory; interpolation; Shannon information; continuous-discrete filtering; extrapolation; interpolation; memory observations; unobservable process; Cybernetics; Differential equations; Extrapolation; Information analysis; Information filtering; Information filters; Interpolation; Mathematics; Signal processing; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Innovative Computing, Information and Control, 2007. ICICIC '07. Second International Conference on
Conference_Location
Kumamoto
Print_ISBN
0-7695-2882-1
Type
conf
DOI
10.1109/ICICIC.2007.354
Filename
4427992
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